/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Regression algorithm asserting fill forwarded data behavior for consolidators and indicators.
    /// 1. Test that the on-consolidated event is not called for fill forwarded data in identity and higher period consolidators
    /// 2. Test that the intra-day fill-forwarded data is not fed to indicators
    /// </summary>
    public class StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHoursRegressionAlgorithm : StrictEndTimeLowerResolutionFillForwardRegressionAlgorithm
    {
        protected override bool ExtendedMarketHours => true;

        public override long DataPoints => 30495;
    }
}
